You don't have to have one unless you want one (apart from in real emergencies), you can choose to tear naturally if you want.
I had one both times - the midwife (who was evil) lifting those scissors from the tray and coming towards me was the scariest thing ever but it wasn't so bad as she had numbed me first. Second time, I don't even remember them doing it. Being stitched up afterwards wasn't too pleasant, but first time the midwife decided she couldn't do it half way through so left to get a doctor who had to start all over again, which made it worse. Second time was painful too, but they added more local and gave gas and air too. I was saying some very inappropriate things as they were sewing my bits, so it can't have been that bad. I blame the G&A!